Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.15: Structured Notes

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Loss Absorbency Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 9488.47 Day 3 Yes 316.42 31-90 Days Z-1 8120.89 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 28884.53 Day 3 Yes 2639.70 91-180 Days A-2 23413.21 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 25021.59 Day 3 No 416.59 91-180 Days A-3 27002.64 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 8211.47 Day 3 Yes 231.62 31-90 Days A-4 8463.32 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 13938.27 Day 3 No 1167.28 <7 Days A-5 15970.24 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 9053.46 Day 3 Yes 632.63 31-90 Days CB-1 9718.64 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 26803.61 Day 3 No 1810.49 <7 Days CB-2 28606.77 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 28230.07 Day 3 No 1946.23 7-30 Days CB-3 29577.19 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 39851.30 Day 3 No 1355.96 7-30 Days E-1 45285.61 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 11402.92 Day 3 No 634.47 31-90 Days E-2 13080.55 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 38538.07 Day 3 No 3443.72 7-30 Days G-1 31925.94 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 8865.93 Day 3 No 355.90 31-90 Days G-2 9015.09 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 35835.57 Day 3 No 3241.29 <7 Days G-3 41544.04 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 13243.16 Day 3 No 859.39 <7 Days IG-1 13152.50 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 40680.40 Day 3 Yes 2085.23 7-30 Days IG-2 33074.21 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 8801.89 Day 3 Yes 819.64 <7 Days S-1 9024.32 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 6948.69 Day 3 No 107.91 <7 Days S-2 7254.80 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 21568.73 Day 3 Yes 776.24 <7 Days S-3 21864.34 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 35781.04 Day 3 No 1698.84 7-30 Days S-4 38273.90 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 4247.95 Day 3 Yes 108.15 91-180 Days S-5 4832.34 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 27052.29 Day 3 No 1361.78 <7 Days S-6 29561.35 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 20134.86 Day 3 No 233.51 <7 Days S-7 17417.18 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 28436.20 Day 4 Yes 2601.02 <7 Days A-0-Q 31188.23 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business Yes 8349.61 Day 4 No 410.78 31-90 Days A-1-Q 8122.37 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Small Business No 4003.50 Day 4 No 327.04 31-90 Days A-2-Q 4074.85 Full No Trading